Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.375886 0.414000 0.455791 0.505282 0.562637 0.627438 0.706795
2025-03-16 0.339963 0.390507 0.449380 0.523877 0.616886 0.730908 0.884061
2025-03-23 0.310661 0.368363 0.438766 0.532669 0.657316 0.821207 1.060446
2025-03-30 0.285883 0.347769 0.426192 0.535512 0.688520 0.902718 1.240712
2025-04-06 0.263912 0.327854 0.411469 0.532474 0.709833 0.972514 1.418347
2025-04-13 0.239416 0.302063 0.385925 0.510778 0.700433 0.994187 1.523601
2025-04-20 0.226533 0.290582 0.378508 0.513544 0.727014 1.075061 1.748610
2025-04-27 0.214767 0.279517 0.370404 0.513936 0.749276 1.151920 1.987132
2025-05-04 0.204142 0.269140 0.362214 0.512971 0.768655 1.226555 2.243472
2025-05-11 0.195859 0.261451 0.357208 0.516223 0.795184 1.318701 2.568795
2025-05-18 0.183519 0.246974 0.340795 0.499189 0.783455 1.334355 2.719309
2025-05-25 0.172221 0.233391 0.324828 0.481431 0.768164 1.340028 2.847114
2025-06-01 0.166282 0.227773 0.321257 0.484998 0.794438 1.440833 3.283608
2025-06-08 0.163501 0.226738 0.324776 0.501062 0.847017 1.611805 4.023184
2025-06-15 0.159144 0.222960 0.323519 0.508395 0.883163 1.754157 4.769854
2025-06-22 0.154135 0.217844 0.319655 0.510490 0.908621 1.876944 5.542231
2025-06-29 0.148567 0.211521 0.313324 0.507305 0.922140 1.972257 6.286770
2025-07-06 0.140415 0.200642 0.298609 0.486823 0.894383 1.947453 6.466055
2025-07-13 0.136700 0.196815 0.295803 0.489287 0.919500 2.081298 7.574083
2025-07-20 0.132881 0.192620 0.292085 0.489579 0.939574 2.206503 8.800938
2025-07-27 0.129117 0.188335 0.287943 0.488632 0.956541 2.327690 10.192029
2025-08-03 0.126179 0.185293 0.285829 0.491642 0.983846 2.492859 12.210063
2025-08-10 0.120668 0.177676 0.275062 0.475709 0.960540 2.474958 12.725975